Messi, who has scored nine goals in six appearances since joining Miami, joined the MLS club after two seasons in France with PSG.
Speaking to local media for the first time since arriving in Miami, a relaxed Messi talked positively of his life in South Florida and contrasted it with his time in the French capital, which drew to a close earlier this year with sections of PSG's fans booing him.
"As I said at the time, my departure to Paris was not something I wanted, it was not something I wanted to leave Barcelona and, so to speak, it was from one day to the next," he said.
"And, well, I also had to get used to a place that was totally different from where I had been living all my life, both in terms of the city and in a sporting sense, and, well, it was difficult, but the opposite of what is happening to me now here," he said.
Messi had been with Barcelona from the age of 13, when he moved from Argentina to join the Spanish giants and his move, after years of success, was primarily the result of financial difficulties at the club.
There had been speculation that Messi might return to Barcelona or join the wave of players heading to the Saudi league but Messi said he was pleased with his decision.
"I can tell you that I am very happy with the decision we made, not only for the game, for how it is going, but for my family, for how we live day by day, for how we enjoy the city, for this new experience and the reception of the people that was extraordinary from the first day, not only in Miami," he said.
"I made two away trips with the team and the treatment of the people towards me was spectacular. So I am grateful and happy for the moment I am living and above all to be able to continue enjoying what I liked all my life, to play and to be able to do it in this way with joy," he said, stressing his decision had made together with his family.
The seven-times Ballon d'Or winner has the chance to win his first trophy when Miami take on Nashville on Saturday in the final of the Leagues Cup.
It would also be his club's first triumph in just their third season of existence.
"It would be amazing, wouldn't it? Both for me and for all the people who are fans of the club, for the club itself," he said.
"We want to be a point of reference and winning a title would help a lot in that. It is a very young club, it has been around for a very short time, and to win our first title would be great for all of us," he said.
Despite huge expectations and the hope that the Argentine World Cup winner will lead the sport to new heights in the United States, Messi said he was simply enjoying the game and his life.
"The truth is that I don't think about all those things, I simply came here to play, to continue enjoying football, which is what I have liked all my life and I chose this place for that reason, above all things," he said.
Messi said his family had settled in well, despite them not yet having found a permanent home in the area and he said that he enjoyed to be part of the Spanish-speaking community in South Florida.
"From the beginning, since my arrival, the welcome was impressive, it is a city with many Latinos, and that makes everything much easier too," he said.
"The Latinos are much closer, much more demonstrative, always showing affection, closeness, and I think that is the most important, the healthiest and the most beautiful thing in order to be able to settle in and enjoy what you do," he said.
"I already knew the city pretty well, how the people were. I already loved it....but to be living here every day and passing all of my time here has let me get a lot closer to the city and the people here.
"I'm happy, I'm enjoying this new chapter of my life, the experience of living in the United States, which was something I always had in mind to do."
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